NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 8,400 8,605 205 2.4% 8,345
High 8,665 8,630 -35 -0.4% 8,345
Low 8,400 8,565 165 2.0% 8,110
Close 8,640 8,600 -40 -0.5% 8,130
Range 265 65 -200 -75.5% 235
ATR 98 97 -2 -1.7% 0
Volume 551 363 -188 -34.1% 64
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,793 8,762 8,636
R3 8,728 8,697 8,618
R2 8,663 8,663 8,612
R1 8,632 8,632 8,606 8,615
PP 8,598 8,598 8,598 8,590
S1 8,567 8,567 8,594 8,550
S2 8,533 8,533 8,588
S3 8,468 8,502 8,582
S4 8,403 8,437 8,564
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,900 8,750 8,259
R3 8,665 8,515 8,195
R2 8,430 8,430 8,173
R1 8,280 8,280 8,152 8,238
PP 8,195 8,195 8,195 8,174
S1 8,045 8,045 8,109 8,003
S2 7,960 7,960 8,087
S3 7,725 7,810 8,066
S4 7,490 7,575 8,001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,665 8,110 555 6.5% 109 1.3% 88% False False 201
10 8,665 8,110 555 6.5% 78 0.9% 88% False False 108
20 8,800 8,110 690 8.0% 50 0.6% 71% False False 57
40 9,075 8,110 965 11.2% 34 0.4% 51% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,906
2.618 8,800
1.618 8,735
1.000 8,695
0.618 8,670
HIGH 8,630
0.618 8,605
0.500 8,598
0.382 8,590
LOW 8,565
0.618 8,525
1.000 8,500
1.618 8,460
2.618 8,395
4.250 8,289
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 8,599 8,578
PP 8,598 8,555
S1 8,598 8,533

These figures are updated between 7pm and 10pm EST after a trading day.

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